I have wondered this myself at times. I think dgwriting has it on the money, how would we ever know we weren't asleep and dreaming unless we actually somehow woke up like the people in The Matrix who did.
Would love to hear other people's ideas on this one.
It is impossible to know, because there have been times when I've dreamt I've woken up, go about by day, and then open my eyes and find I'm still in bed. I only dreamt that I woke up. What I'm typing now could all be a dream.